SA doesn't always detect all the assemblies needed which basically forces me to use an installer on projects I wouldn't want to otherwise or include dlls along with exe versus having the single exe solution that I really appreciate SA can usually create.
In particular here's some dlls (needed) it doesn't detect (Devexpress suite and Entity Spaces):
DevExpress.XtraBars.v11.1.dll
DevExpress.XtraPrinting.v11.1.dll
DevExpress.XtraTreeList.v11.1.dll
EntitySpaces.DebuggerVisualizer.dll

To work around this (and added extra functionality) I'd love to see SA add option to browse for an assembly and add it to the embedded assembly list.

SmartAssembly has had numerous problems merging/embedding DevExpress components. Some are explicitly ignored by SA (for reasons that are completely undocumented) but sometimes it seems you can get the dependency recognized by creating an instance of the devexpress object somewhere in the code. For instance:

I'm having the same problem hee, but with Reactive Extensions: System.CoreEx and System.Reactive. Instantiating and using classes from either DLL in my main project doesn't help, SA still doesn't see them as dependencies. Is this something to do with the fact they they're in the System namespace?

Sorry, yeah effectively SmartAssembly can mess up dependencies in two different ways, you can get an error that it can't find the assembly during the analysis, and then if that passes you may also just end up with the dependency missing from the list of assemblies you can merge or embed.

In the latter case, it's probably because the assemblies are signed with Microsoft's public key so it thinks they're part of the .NET Framework.

There is a secret registry key you can try setting, but I can't make any guarantee it will work or won't have any other ill effects: create a new DWORD HKEY_LOCAL_MACHINE\\SOFTWARE\\Red Gate\\SmartAssembly 6\\SupportsMergingFramework and set the value to 1

The other possible workaround is to ILDASM Microsoft's assembly and re-link and sign it using your own public key.

The old trick of reassembling the assembly doesn't seem to work. Maybe the problem is that all of the namespaces in the CoreEx DLL extend the System namespace. I tried turning on logging in SmartAssembly and it didn't print out any messages at all about this DLL, so I'll have to go through the SmartAssembly source code and see what the problem is.

But I'm pretty sure SA is just not liking the System namespace they use in that DLL.